Ford Explorer Electrical Problem (Lights)
 

I have a 2000 ford explorer sport. I was driving it yesterday and I went to turn the headlights off and they wouldn't turn off, I had to disconnect the battery to get them to turn off. I went and got a new light switch and same thing. They turn on and off when the key is off, but as soon as I turn the key on the lights turn on ( I mean, headlights, marker lights and dash lights). I assuming its a relay, but I can't figure out which one? Thanks in advance for your help.